+26.0%
PFE vs PTC
+10.5%
+15.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.5% |
| 7D | -4.7% | +0.8% | -5.5% | -4.7% |
| 30D | +3.4% | +0.7% | +2.6% | +3.4% |
| 3M | +9.2% | +32.6% | -23.4% | +8.8% |
| 6M | +15.8% | +33.6% | -17.7% | +15.3% |
| YTD | +23.4% | +12.4% | +11.0% | +23.7% |
| All | +26.0% | +10.5% | +15.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling